{"id":1262,"date":"2011-02-03T23:42:40","date_gmt":"2011-02-03T21:42:40","guid":{"rendered":"http:\/\/djalil.chafai.net\/blog\/?p=1262"},"modified":"2011-02-04T00:10:10","modified_gmt":"2011-02-03T22:10:10","slug":"computational-rough-paths-coropa","status":"publish","type":"post","link":"https:\/\/djalil.chafai.net\/blog\/2011\/02\/03\/computational-rough-paths-coropa\/","title":{"rendered":"Computational Rough Paths [CoRoPa]"},"content":{"rendered":"<p><a href=\"\/blog\/wp-content\/uploads\/2011\/02\/oxford.jpg\"><img loading=\"lazy\" class=\"alignright size-full wp-image-1263\" style=\"padding: 1em 1em 1em 1em;\" title=\"University of Oxford, United-Kingdom\" src=\"\/blog\/wp-content\/uploads\/2011\/02\/oxford.jpg\" alt=\"University of Oxford, United-Kingdom\" width=\"188\" height=\"442\" srcset=\"https:\/\/djalil.chafai.net\/blog\/wp-content\/uploads\/2011\/02\/oxford.jpg 188w, https:\/\/djalil.chafai.net\/blog\/wp-content\/uploads\/2011\/02\/oxford-127x300.jpg 127w\" sizes=\"(max-width: 188px) 100vw, 188px\" \/><\/a><\/p>\n<p style=\"text-align: justify;\"><a title=\"http:\/\/coropa.sourceforge.net\/\" href=\"http:\/\/coropa.sourceforge.net\/\"><em>CoRoPa<\/em><\/a> stands for <strong><em>Computational   Rough Paths<\/em><\/strong>.<\/p>\n<p style=\"text-align: justify;\"><a title=\"http:\/\/coropa.sourceforge.net\/\" href=\"http:\/\/coropa.sourceforge.net\/\">http:\/\/coropa.sourceforge.net\/<\/a><\/p>\n<p style=\"text-align: justify;\">The aim of <em>CoRoPa<\/em> is to provide a software  framework for various ideas related to Rough Path Theory, including  rough differential equations and the digital description of serial data  streams.   The <em>CoRoPa<\/em> project results from a research programme led  by <a href=\"http:\/\/sag.maths.ox.ac.uk\/tlyons\/\">Professor Terry J. Lyons<\/a>. The intial C++ code was written by Terry and I with the support of the   <a href=\"http:\/\/www.mathfit.ac.uk\/\">MathFIT\/EPSRC-LMS<\/a> grant  GR\/R2962\/8\/01 [HBKBU] and has been available for several years.  Additional Matlab code was contributed later by  <a href=\"\/scripts\/search.php\/?q=Christophe+Ladroue\">Christophe Ladroue<\/a>.<\/p>\n<p style=\"text-align: justify;\"><strong>Recently, the code has been substantially updated  and rewritten <\/strong>by <a href=\"\/scripts\/search.php\/?q=Stephen+Buckley\">Stephen Buckley<\/a>, <a href=\"\/scripts\/search.php\/?q=Greg+Gyurk\u00f3\">Greg Gyurk\u00f3<\/a>, <a href=\"\/scripts\/search.php\/?q=Christian+Litterer\">Christian Litterer<\/a>, <a href=\"\/scripts\/search.php\/?q=Terry+J+Lyons\">Terry  Lyons<\/a>, <a href=\"\/scripts\/search.php\/?q=Arend+Janssen\">Arend Janssen<\/a>, <a href=\"\/scripts\/search.php\/?q=ChangLiang+Xu\">ChangLiang Xu<\/a>.<\/p>\n<p style=\"text-align: justify;\">Keywords: Rough Paths, Rough Differential Equation, Stochastic Analysis, Digital Description of Serial Data  Streams,  Signal Processing, Inverse Problems,  Data Compression, Information Theory, Free (Lie) Algebras, Heisenberg  Groups, Free Tensors, Polynomial Vector Fields.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>CoRoPa stands for Computational Rough Paths. http:\/\/coropa.sourceforge.net\/ The aim of CoRoPa is to provide a software framework for various ideas related to Rough Path Theory,&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/djalil.chafai.net\/blog\/2011\/02\/03\/computational-rough-paths-coropa\/\">Continue reading<span class=\"screen-reader-text\">Computational Rough Paths [CoRoPa]<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"iawp_total_views":57},"categories":[1],"tags":[],"_links":{"self":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/1262"}],"collection":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/comments?post=1262"}],"version-history":[{"count":9,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/1262\/revisions"}],"predecessor-version":[{"id":1272,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/1262\/revisions\/1272"}],"wp:attachment":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/media?parent=1262"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/categories?post=1262"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/tags?post=1262"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}